• 제목/요약/키워드: prior distribution

검색결과 993건 처리시간 0.019초

분포함수의 추정및 응용에 관한연구(Dirichlet Process에 의한 비모수 결정이론을 중심으로) (Nonparametric empirical bayes estimation of a distribution function with respect to dirichlet process prior in case of the non-identical components)

  • 정인하
    • 응용통계연구
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    • 제6권1호
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    • pp.173-181
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    • 1993
  • 각 성분 문제에서, 표본의 크기가 상이한 경우 Dirichlet process prior에 대한 경험적 베이 즈에 대한 분포함수의 추정문제를 연구하였다. 특히, 위의 경험적 베이즈 문제에 사용할 수 있도록 Zehnwirth의 $\alpha(R)$을 수정하였다.

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Noninformative priors for the common location parameter in half-normal distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제21권4호
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    • pp.757-764
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    • 2010
  • In this paper, we develop the reference priors for the common location parameter in the half-normal distributions with unequal scale paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Reference Priors for the Location Parameter in the Exponential Distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제19권4호
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    • pp.1409-1418
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    • 2008
  • In this paper, we develop the reference priors for the common location parameter in two parameter exponential distributions. We derive the reference priors and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

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Noninformative priors for the common scale parameter in Pareto distributions

  • Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • 제21권2호
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    • pp.335-343
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    • 2010
  • In this paper, we develop the reference priors for the common scale parameter in the nonregular Pareto distributions with unequal shape paramters. We derive the reference priors as noninformative prior and prove the propriety of joint posterior distribution under the general prior including the reference priors. Through the simulation study, we show that the proposed reference priors match the target coverage probabilities in a frequentist sense.

Gamma-Prior가 고려된 KS A 3102의 수정검사방식(修正檢査方式) (Rectifying Inspection Plan for KS A 3102 with Gamma-Prior Distribution)

  • 정영배;황의철
    • 품질경영학회지
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    • 제15권2호
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    • pp.55-60
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    • 1987
  • A rectifying inspection plan which assumes a gamma - prior distribution on the lot percent defective is considered. This sampling inspection plan is developed for finite lot sizes with matching OC curves and generated from an initial plan selected from KS A 3102 single sampling by attributes. Comparisons are made with each plan by three examples.

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A BAYESIAN APPROACH TO THE IMPERFECT INSPECTION MODEL

  • Park, Choon-Il
    • Journal of applied mathematics & informatics
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    • 제6권2호
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    • pp.589-598
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    • 1999
  • Classification errors are included in sampling -with -re-placement model where items are sampled from a Bernoulli process. Bayesian imperfect inspection model is considered. In addition con-jugate prior and predctive densities for imperfect inspection model are obtained.

Generative probabilistic model with Dirichlet prior distribution for similarity analysis of research topic

  • Milyahilu, John;Kim, Jong Nam
    • 한국멀티미디어학회논문지
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    • 제23권4호
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    • pp.595-602
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    • 2020
  • We propose a generative probabilistic model with Dirichlet prior distribution for topic modeling and text similarity analysis. It assigns a topic and calculates text correlation between documents within a corpus. It also provides posterior probabilities that are assigned to each topic of a document based on the prior distribution in the corpus. We then present a Gibbs sampling algorithm for inference about the posterior distribution and compute text correlation among 50 abstracts from the papers published by IEEE. We also conduct a supervised learning to set a benchmark that justifies the performance of the LDA (Latent Dirichlet Allocation). The experiments show that the accuracy for topic assignment to a certain document is 76% for LDA. The results for supervised learning show the accuracy of 61%, the precision of 93% and the f1-score of 96%. A discussion for experimental results indicates a thorough justification based on probabilities, distributions, evaluation metrics and correlation coefficients with respect to topic assignment.

Noninformative priors for the common location parameter in half-t distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Lee, Woo-Dong
    • Journal of the Korean Data and Information Science Society
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    • 제21권6호
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    • pp.1327-1335
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    • 2010
  • In this paper, we want to develop objective priors for the common location parameter in two half-t distributions with unequal scale parameters. The half-t distribution is a non-regular class of distribution. One can not develop the reference prior by using the algorithm of Berger of Bernardo (1989). Specially, we derive the reference priors and prove the propriety of joint posterior distribution under the developed priors. Through the simulation study, we show that the proposed reference prior matches the target coverage probabilities in a frequentist sense.

Noninformative priors for common scale parameter in the regular Pareto distributions

  • Kang, Sang-Gil;Kim, Dal-Ho;Kim, Yong-Ku
    • Journal of the Korean Data and Information Science Society
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    • 제23권2호
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    • pp.353-363
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    • 2012
  • In this paper, we introduce the noninformative priors such as the matching priors and the reference priors for the common scale parameter in the Pareto distributions. It turns out that the posterior distribution under the reference priors is not proper, and Jeffreys' prior is not a matching prior. It is shown that the proposed first order prior matches the target coverage probabilities in a frequentist sense through simulation study.

2-모수 파레토분포의 객관적 베이지안 추정 (Objective Bayesian Estimation of Two-Parameter Pareto Distribution)

  • 손영숙
    • 응용통계연구
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    • 제26권5호
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    • pp.713-723
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    • 2013
  • 본 연구에서는 2-모수 파레토분포에 대해 무정보사전분포인 준거사전분포의 가정 하에서 객관적 베이지안 모수추정 절차를 제안하였다. 베이지안 추정은 깁스샘플링에 의해서 수행된다. 깁스샘플러에서 모수생성하는 방법은 형태모수는 감마분포로부터 생성하고 척도모수는 적응기각표집 알고리즘에 의해 생성한다. 제안된 베이지안 모수추정 절차는 모의실험과 자료분석에서 기존의 추정방법들인 L-적률추정법, 최우추정법, 공액사전분포 하의 주관적 베이지안 모수추정법과 비교된다.